Handbook of financial risk management : simulations and case studies / / N.H. Chan, H.Y. Wong.
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| Year of Publication: | 2013 |
| Language: | English |
| Series: | Wiley handbooks in financial engineering and econometrics
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| Online Access: | |
| Physical Description: | xv, 412 p. :; ill. (some col.). |
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Table of Contents:
- List of figures
- List of tables
- Preface
- An introduction to excel vba
- Background
- Structured products
- Volatility modeling
- Fixed-income derivatives I : short-rate models
- Fixed-income derivatives II : libor market models
- Credit derivatives and counterparty credit risk
- Value-at-risk and related risk measures
- The Greeks
- Appendix
- References
- Subject index
- Author index.